0.05Open0.06Pre Close8 Volume100 Open Interest23.50Strike Price36.00Turnover33.14%IV2.93%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1180Delta0.3776Gamma762.00Leverage Ratio-0.0255Theta0.0001Rho89.94Eff Leverage0.0031Vega